| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.799764 | 5.5983 | 0 |
| 2 | 0.75768 | 5.3038 | 1e-06 |
| 3 | 0.695969 | 4.8718 | 6e-06 |
| 4 | 0.52213 | 3.6549 | 0.000313 |
| 5 | 0.455864 | 3.1911 | 0.001237 |
| 6 | 0.323326 | 2.2633 | 0.014042 |
| 7 | 0.150928 | 1.0565 | 0.147961 |
| 8 | 0.121436 | 0.8501 | 0.199715 |
| 9 | 0.001918 | 0.0134 | 0.494671 |
| 10 | -0.080583 | -0.5641 | 0.287636 |
| 11 | -0.095247 | -0.6667 | 0.254036 |
| 12 | -0.154932 | -1.0845 | 0.14172 |
| 13 | -0.157819 | -1.1047 | 0.137335 |
| 14 | -0.129987 | -0.9099 | 0.183662 |
| 15 | -0.125037 | -0.8753 | 0.192851 |
| 16 | -0.120761 | -0.8453 | 0.201019 |
| 17 | -0.100888 | -0.7062 | 0.241698 |
| 18 | -0.110009 | -0.7701 | 0.22248 |
| 19 | -0.092533 | -0.6477 | 0.26009 |
| 20 | -0.083649 | -0.5855 | 0.280434 |
| 21 | -0.09771 | -0.684 | 0.248607 |
| 22 | -0.108245 | -0.7577 | 0.226126 |
| 23 | -0.055861 | -0.391 | 0.348736 |
| 24 | -0.123068 | -0.8615 | 0.196587 |
| 25 | -0.082731 | -0.5791 | 0.282582 |
| 26 | -0.092996 | -0.651 | 0.259053 |
| 27 | -0.117414 | -0.8219 | 0.207557 |
| 28 | -0.098715 | -0.691 | 0.246411 |
| 29 | -0.129304 | -0.9051 | 0.184913 |
| 30 | -0.153944 | -1.0776 | 0.143242 |
| 31 | -0.15733 | -1.1013 | 0.138071 |
| 32 | -0.202489 | -1.4174 | 0.081344 |
| 33 | -0.208529 | -1.4597 | 0.075377 |
| 34 | -0.213902 | -1.4973 | 0.070363 |
| 35 | -0.23157 | -1.621 | 0.055719 |
| 36 | -0.217239 | -1.5207 | 0.067385 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.799764 | 5.5983 | 0 |
| 2 | 0.327595 | 2.2932 | 0.013084 |
| 3 | 0.082428 | 0.577 | 0.283293 |
| 4 | -0.356457 | -2.4952 | 0.008003 |
| 5 | -0.03191 | -0.2234 | 0.412088 |
| 6 | -0.117799 | -0.8246 | 0.2068 |
| 7 | -0.240383 | -1.6827 | 0.0494 |
| 8 | 0.158416 | 1.1089 | 0.136441 |
| 9 | 0.015382 | 0.1077 | 0.457346 |
| 10 | -0.035199 | -0.2464 | 0.403202 |
| 11 | 0.015224 | 0.1066 | 0.457784 |
| 12 | 0.057342 | 0.4014 | 0.344938 |
| 13 | 0.00207 | 0.0145 | 0.494248 |
| 14 | 0.033718 | 0.236 | 0.407197 |
| 15 | 0.099628 | 0.6974 | 0.244425 |
| 16 | -0.168138 | -1.177 | 0.122447 |
| 17 | -0.094935 | -0.6645 | 0.254728 |
| 18 | -0.049913 | -0.3494 | 0.364145 |
| 19 | 0.01269 | 0.0888 | 0.464789 |
| 20 | -0.000966 | -0.0068 | 0.497316 |
| 21 | 0.015577 | 0.109 | 0.456809 |
| 22 | -0.04601 | -0.3221 | 0.374385 |
| 23 | 0.180951 | 1.2667 | 0.105633 |
| 24 | -0.214914 | -1.5044 | 0.069449 |
| 25 | 0.096575 | 0.676 | 0.251102 |
| 26 | -0.061582 | -0.4311 | 0.334152 |
| 27 | 0.009538 | 0.0668 | 0.47352 |
| 28 | -0.129338 | -0.9054 | 0.184852 |
| 29 | -0.069838 | -0.4889 | 0.313558 |
| 30 | -0.012985 | -0.0909 | 0.463973 |
| 31 | -0.164165 | -1.1492 | 0.128036 |
| 32 | 0.045645 | 0.3195 | 0.375346 |
| 33 | 0.027261 | 0.1908 | 0.424726 |
| 34 | 0.012329 | 0.0863 | 0.465788 |
| 35 | 0.023533 | 0.1647 | 0.434917 |
| 36 | 0.017195 | 0.1204 | 0.452343 |
